利率市场化视角下我国商业银行利率风险管理

发布时间：2018-02-13 22:33

本文关键词： 利率市场化利率风险管理利率敏感性缺口　出处：《河北大学》2012年硕士论文　论文类型：学位论文

【摘要】：目前我国利率市场化已进入到关键阶段，利率市场化已是大势所趋。西方发达国家由于利率市场化完成早，对商业银行利率风险管理已形成科学体系，而我国处于从长期利率管制到全面利率市场化的过渡阶段，相对应的利率风险管理方法还无法形成完善的体系。随着我国利率市场化步伐的加快，商业银行利率风险必然更加凸显，利率风险管理应越来越受到商业银行的重视。研究适合我国商业银行利率风险管理方法，完善我国商业银行利率风险管理体系，对银行积极适应利率市场化新环境、加强利率风险管理和提高竞争力有重大意义。本文从分析利率市场化的理论、进程和趋势入手，分析了利率市场化对我国商业银行的影响，无论从商业银行的内部环境看还是从外部环境看，伴随我国利率市场化的进程和面对利率市场化的必然趋势，，当前我国商业银行还很难应对利率市场化带来的诸多影响，这里既有对银行传统业务及利润的冲击，又有对银行竞争力及内控制度的考验，还有对银行利率风险衡量和利率风险管理的要求。通过对我国商业银行资产、负债、利差、利率变动的数据分析和缺口实证分析，证实了随着利率市场化的最终完成，我国商业银行确实面临着较大的利率风险，并对我国商业银行利率风险管理现状和问题进行了分析。这就需要理清西方发达国家利率市场化进程，明确其各阶段利率风险管理的思路，分析和借鉴国外先进的利率风险管理方法，进而根据我国商业银行利率风险管理的现状及问题，研究出适合我国银行业实际情况的利率风险衡量和管理方法，建立和完善我国银行业利率风险管理体系，并从技术支持、制度建设、方法支持三个方面建立利率风险集中化信息管理体系，完善资产负债管理，实现多元化经营，全面加强我国商业银行利率风险管理的能力。
[Abstract]:At present, the marketization of interest rate in our country has entered the key stage, and the marketization of interest rate has become the trend of the times. Due to the early completion of the marketization of interest rate in western developed countries, a scientific system of interest rate risk management of commercial banks has been formed. However, our country is in the transitional stage from long-term interest rate regulation to total interest rate marketization, and the corresponding interest rate risk management method cannot form a perfect system. The interest rate risk of commercial banks must be more prominent, and the interest rate risk management should be paid more and more attention by commercial banks. The research is suitable for the interest rate risk management methods of commercial banks in China, and perfect the interest rate risk management system of commercial banks in China. It is of great significance for banks to adapt to the new environment of interest rate marketization, strengthen interest rate risk management and improve competitiveness. This paper begins with the analysis of the theory, process and trend of interest rate marketization, and analyzes the influence of interest rate marketization on Chinese commercial banks, not only from the perspective of the internal environment of commercial banks, but also from the external environment. With the process of interest rate marketization and the inevitable trend of interest rate marketization, it is very difficult for our commercial banks to cope with the impact of interest rate marketization. There are also tests on the competitiveness and internal control system of banks, as well as the requirements for the measurement of interest rate risk and the management of interest rate risks. Through the data analysis and gap analysis of assets, liabilities, interest spreads, interest rate movements of commercial banks in China, It has been proved that with the final completion of interest rate marketization, commercial banks in China are indeed facing a large interest rate risk. It also analyzes the present situation and problems of interest rate risk management of commercial banks in China, which requires clarifying the process of interest rate marketization in western developed countries and clarifying the ideas of interest rate risk management in various stages. This paper analyzes and draws lessons from foreign advanced methods of interest rate risk management, and then, according to the present situation and problems of interest rate risk management of commercial banks in China, studies the measurement and management method of interest rate risk suitable for the actual situation of our country's banking industry. To establish and perfect the interest rate risk management system of China's banking industry, and to establish a centralized information management system of interest rate risk from three aspects of technical support, system construction and method support, to perfect the management of assets and liabilities, and to realize diversified management. Strengthen the ability of interest rate risk management of commercial banks in China.
【学位授予单位】：河北大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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